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Trade: ALGO/USDT/480/ZLMA/HMA/3792

Strategy
ALGO/USDT/480/ZLMA/HMA/3792
Pair
ALGO_USDT
Interval
8h
Score
303455
Daily Profit
0.215607
Profit Factor
2.379575
Profitability
37.500000
Streak
213.972415
Best Strategy
Training Data Length
2301.670000
Evaluation Time
2025-10-09 18:20
Expiration Time
2025-12-17 11:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 594190.0114 496256.4008 97933.6106 826710.7909 771145.9252 55564.8658
Total P&L (%) 594.19 496.2564 97.9336 826.7108 771.1459 55.5649
Avg Daily Profit (%) 0.2582 0.2156 0.0425 0.0968 0.0941 0.0192
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149463 -168861 -112127 -567665 -342120 -482126
Profit Factor 1.9995 2.3796 1.4172 1.4825 1.824 1.0715
Total Trades 81 40 41 81 40 41
Winning Trades 32 15 17 32 15 17
Losing Trades 49 25 24 49 25 24
Profitability (%) 39.5062 37.5 41.4634 39.5062 37.5 41.4634
Ratio Avg Win / Avg Loss 3.0618 3.966 2.0007 2.2701 3.04 1.5127
Largest Winning Trade 215600 215600 51348 409759 409759 172679
Largest Losing Trade -43573 -43573 -29591 -134018 -113745 -134018
Avg Bars in Trades 77 87 68 77 87 68
Avg Bars in Winners 115 132 100 115 132 100
Avg Bars in Losers 53 60 46 53 60 46
Bars Traded 6312 3503 2810 6312 3503 2810
Profit Streak 198.6391 213.9724 198.6391 198.6391 213.9724 198.6391
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -6637 303455 -136470 -80011 -67332 -311281
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6905,
    "evaluation_days": 2301.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567612800000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760023216653,
    "expiration_time": 1765962720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            594190.0113657459,
            496256.4007555546,
            97933.6106101916,
            826710.7909478005,
            771145.9251506502,
            55564.8657971504
        ],
        [
            594.190011,
            496.256401,
            97.933611,
            826.710791,
            771.145925,
            55.564866
        ],
        [
            0.258156,
            0.215607,
            0.042549,
            0.09678,
            0.094091,
            0.019201
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149463,
            -168861,
            -112127,
            -567665,
            -342120,
            -482126
        ],
        [
            1.999517,
            2.379575,
            1.417165,
            1.482499,
            1.824001,
            1.071463
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            39.506173,
            37.5,
            41.463415,
            39.506173,
            37.5,
            41.463415
        ],
        [
            3.061761,
            3.965958,
            2.000703,
            2.270077,
            3.040002,
            1.512653
        ],
        [
            215600,
            215600,
            51348,
            409759,
            409759,
            172679
        ],
        [
            -43573,
            -43573,
            -29591,
            -134018,
            -113745,
            -134018
        ],
        [
            77,
            87,
            68,
            77,
            87,
            68
        ],
        [
            115,
            132,
            100,
            115,
            132,
            100
        ],
        [
            53,
            60,
            46,
            53,
            60,
            46
        ],
        [
            6312,
            3503,
            2810,
            6312,
            3503,
            2810
        ],
        [
            198.639082,
            213.972415,
            198.639082,
            198.639082,
            213.972415,
            198.639082
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -6637,
            303455,
            -136470,
            -80011,
            -67332,
            -311281
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6905,
    "evaluation_days": 2301.67,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1567612800000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760023216653,
    "expiration_time": 1765962720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)